1 citations · 1 across the 2 of their papers we have counts for
5 papers
Multivariate tempered stable random fields
Dustin Kremer, Hans-Peter Scheffler
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the s…
Implicit max-stable extremal integrals
Dustin Kremer
Recently, the notion of implicit extreme value distributions has been established, which is based on a given loss function . From an application point of view, one is rath…
Multi operator-stable random measures and fields
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is charac…
Operator-stable and operator-self-similar random fields
Dustin Kremer, Hans-Peter Scheffler
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields with values in $\mathbb{R}^m…
Multivariate stochastic integrals with respect to independently scattered random measures on δ-rings
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in and their corresponding stochastic integra…